I redid
make buildworld
make KERNCONF=MYKERNEL kernel
(reboot)
make installworld

I missed (didn't see it the first time) the kernel word at the end of the make command - your kernel should build this way too.

What is your # sysctl kern.securelevel ? If I'm correct if you are with a securelevel 1 or higher when you are rebuilding your kernel the make install command will try to install your kernel with the schg flag.